| ID | 364430 |
| Title Proper | Finite sample properties of the ordinary least squares, the generalized least squares, the Paris-Winsten, and the Paris-Winsten-Durbin Estimators of a Regression Model with a trended independent variable and autocorrelated disturbance terms |
| Other Title Information | Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 27, September 1975 |
| Language | ENG |
| Author | Maeshiro, Asatoshi |
| Summary / Abstract (Note) | For the estimation of a regression model with first order autocorrelation in the disturbance terms, the ordinary least squares estimator has been condemned, in general, as inferior to other contestants in various Monte Carlo Studies. This study provides a practical guide in the choice of estimators when an independent variable contains a trend. |
| `In' analytical Note | In Maeshiro, Asatoshi: A note on methods of consturcting a price index for capital goods used in U.S. Industry and firm investment studies. [Dept. of Economics, Univ. of Pittsburgh, Working Paper No. 24, July 1975] Pittsburgh, Pennsylvania. Department of Economics, University of Pittsburgh, 1975. |
| Key Words | Regression model ; Paris-Winsten Estimators ; Paris-Winsten-Durbin Estimators |